+61.1%
NOK vs BURL
-14.7%
+75.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.1% | +1.1% |
| 7D | -2.7% | +5.9% | -8.6% | -3.7% |
| 30D | -20.4% | -8.3% | -12.1% | -19.2% |
| 3M | -9.6% | -31.6% | +22.0% | -3.9% |
| 6M | -35.6% | -16.6% | -19.0% | -34.3% |
| YTD | +27.5% | -12.1% | +39.6% | +28.5% |
| 1Y | +18.4% | -10.0% | +28.3% | +18.3% |
| 3Y | +151.8% | +94.3% | +57.5% | +106.0% |
| 5Y | +61.1% | -13.2% | +74.3% | +55.3% |
| All | +61.1% | -14.7% | +75.8% | +55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BURL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling